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Teoriya Veroyatnostei i ee Primeneniya, 1975, Volume 20, Issue 1, Pages 29–39 (Mi tvp2986)  
This article is cited in 21 scientific papers (total in 21 papers)

Diffusion processes with unbounded drift coefficient

M. Ī. Portenko

Kiev
Full-text PDF (572 kB) Citations (21)
Abstract: The paper deals with properties of solutions of stochastic differential equations with non-degenerate Hölder continuous diffusion coefficient and integrable to some power drift coefficient. It is proved that the obtained in [1] solution of such an equation is a Markov process, and its transition probability function has a density. A uniqueness theorem for some class of solutions is proved. An integral-differential equation for the characteristics of the solution is also obtained.
Received: 29.10.1973
English version:
Theory of Probability and its Applications, 1975, Volume 20, Issue 1, Pages 27–37
DOI: https://doi.org/10.1137/1120003
Bibliographic databases:
Language: Russian
Citation: M. Ī. Portenko, “Diffusion processes with unbounded drift coefficient”, Teor. Veroyatnost. i Primenen., 20:1 (1975), 29–39; Theory Probab. Appl., 20:1 (1975), 27–37
Citation in format AMSBIB
\Bibitem{Por75}
\by M.~{\= I}.~Portenko
\paper Diffusion processes with unbounded drift coefficient
\jour Teor. Veroyatnost. i Primenen.
\yr 1975
\vol 20
\issue 1
\pages 29--39
\mathnet{http://mi.mathnet.ru/tvp2986}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=375483}
\zmath{https://zbmath.org/?q=an:0335.60050}
\transl
\jour Theory Probab. Appl.
\yr 1975
\vol 20
\issue 1
\pages 27--37
\crossref{https://doi.org/10.1137/1120003}
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    • This publication is cited in the following 21 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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